Factual error: In Sintra, when Depp and the girl go to Fargas' house in the morning, they ride the motorbike and turn left. However, from Hotel Central to this house you must turn right, it's the road that climbs to the manors, the other way you'll get to Central Village.
Factual error: Depp descends from the long-journey train (you can see it's the same train) from Toledo in Sintra. However, no long-journey trains stop in this station, just suburban trains: a direct travel Toledo-Sintra is impossible.
Answer: She was not given a name, neither in the film nor credits. She is simply known as "The Girl". As to precisely who she is, it is deliberately left ambiguous. But the last engraving found by Corso does seem to indicate that she is the Whore of Babylon mentioned in the Book of Revelation.
Twotall